Welcome to Chicago! If you decide to eat at your hotel, you can get a pretty good meal at 312 Chicago. It's mostly Italian food and the chef does a very nice job with meats and game. It tends to be a big pre-theater destination. For the most part, they do a very nice job.
If you like ethnic and spicy and want something a bit more upscale, I'd suggest walking north across the Chicago River about 15 minutes or less (or taking a cab) and heading to Vermilion (Hubbard & State). It's probably a little less expensive than Blackbird (I'd say about $45/person if you're drinking). The food is great (Latin, Indian and Indian/Latin fusion). Another choice about the same distance would be Tizi Melloul Wells & Grand) which specializes in Middle Eastern/Mediterranean food. It's about the same price range as Vermilion.
I live very close to Spoon so let me help out a bit here. You are very close to the Brown Line "L" (it runs along Wells, which is the street just west of LaSalle) but I would walk three blocks east and get to the Red Line (runs underground on State). The Red Line is just so much faster than the Brown Line and runs a little bit more often. (However, please let me say that riding the Brown Line at least once would be fun since it goes above ground and offers some spectacular sights of downtown, especially in the Loop and as you cross the Chicago River. The Red Line runs underground between Chinatown and the Fullerton stop in Lincoln Park so it's very fast but not picturesque.) Heading north (toward Howard on the Red Line or Kimball on the Brown Line). What I would do then is take the Red Line north from either the Washington/State or Lake/State station.
Then, when you get to the Belmont station, transfer to the Brown Line -- you don't leave the station . . . it runs on the same platform so you will typically find one waiting for you or approaching when you exit at Belmont. Switch to the Brown Line at Belmont and exit at Western (11-12 minute ride). When you exit at the Western station,
cross the major street just outside the station (Western) and walk a 1/2 block south (left) to find Spoon Thai.
Another excellent alternative to Spoon (not as good in my opinion but excellent nonetheless) is TAC Quick. To get there, again take the Red Line but instead of switching at Belmont, take the train 2 more stops to Sheridan. When you exit the station, the restaurant is right there (can't remember if on right or left but steps from the exit.)
If you would like a truly special evening of Thai food at Spoon or TAC Quick, you should look at
http://www.silapaahaan.com/index.html for translated Thai language menus.
I would also 2nd the Blackbird and Avec recs. Blackbird is one of my favorite restaurants in Chicago. The presentations are very upscale and sometimes unusual, generally American food, with much locally grown produce and meats & poultry from small-scale farms. Both are very short cab rides from your hotel. Steps from Blackbird and Avec is Meiji which is an outstanding Japanese/sushi restaurant.
For pizza, definitely go to Lou Malnati's -- best of the deep dish choices and it's about a 10-minute walk from your hotel.
If you're still looking to try Mexican food, you're also only about a 10 minute walk from Topolobampo and Frontera Grill (same location -- Topo is the more upscale and expensive one). They are the Rick Bayless restaurants and you will have outstanding Mexican food. You'll likely have to wait quite a while at Frontera.
Definitely check out Millenium Park -- it's a great addition to Chicago. The only upscale place to eat there is the Park Grill. I have not been there, although I've heard from many that the food is average, yet expensive. But don't let that stop you from visiting the Park.
And if you have a really, really nice expense account (or just want to really splurge), I would suggest you check out Moto, Avenues or Alinea (listed in order of likely final bill) to explore the ultra-creative side of Chicago dining.